| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
8,262.5 |
8,303.5 |
41.0 |
0.5% |
8,168.5 |
| High |
8,316.0 |
8,397.0 |
81.0 |
1.0% |
8,212.5 |
| Low |
8,247.0 |
8,298.0 |
51.0 |
0.6% |
7,908.0 |
| Close |
8,282.0 |
8,372.0 |
90.0 |
1.1% |
8,179.0 |
| Range |
69.0 |
99.0 |
30.0 |
43.5% |
304.5 |
| ATR |
106.9 |
107.5 |
0.6 |
0.5% |
0.0 |
| Volume |
76,268 |
76,707 |
439 |
0.6% |
581,381 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,652.5 |
8,611.5 |
8,426.5 |
|
| R3 |
8,553.5 |
8,512.5 |
8,399.0 |
|
| R2 |
8,454.5 |
8,454.5 |
8,390.0 |
|
| R1 |
8,413.5 |
8,413.5 |
8,381.0 |
8,434.0 |
| PP |
8,355.5 |
8,355.5 |
8,355.5 |
8,366.0 |
| S1 |
8,314.5 |
8,314.5 |
8,363.0 |
8,335.0 |
| S2 |
8,256.5 |
8,256.5 |
8,354.0 |
|
| S3 |
8,157.5 |
8,215.5 |
8,345.0 |
|
| S4 |
8,058.5 |
8,116.5 |
8,317.5 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,013.5 |
8,900.5 |
8,346.5 |
|
| R3 |
8,709.0 |
8,596.0 |
8,262.5 |
|
| R2 |
8,404.5 |
8,404.5 |
8,235.0 |
|
| R1 |
8,291.5 |
8,291.5 |
8,207.0 |
8,348.0 |
| PP |
8,100.0 |
8,100.0 |
8,100.0 |
8,128.0 |
| S1 |
7,987.0 |
7,987.0 |
8,151.0 |
8,043.5 |
| S2 |
7,795.5 |
7,795.5 |
8,123.0 |
|
| S3 |
7,491.0 |
7,682.5 |
8,095.5 |
|
| S4 |
7,186.5 |
7,378.0 |
8,011.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,397.0 |
8,144.0 |
253.0 |
3.0% |
72.0 |
0.9% |
90% |
True |
False |
65,829 |
| 10 |
8,397.0 |
7,908.0 |
489.0 |
5.8% |
122.0 |
1.5% |
95% |
True |
False |
98,212 |
| 20 |
8,410.0 |
7,908.0 |
502.0 |
6.0% |
112.5 |
1.3% |
92% |
False |
False |
89,023 |
| 40 |
8,410.0 |
7,908.0 |
502.0 |
6.0% |
97.5 |
1.2% |
92% |
False |
False |
85,706 |
| 60 |
8,428.5 |
7,908.0 |
520.5 |
6.2% |
89.0 |
1.1% |
89% |
False |
False |
70,993 |
| 80 |
8,492.0 |
7,908.0 |
584.0 |
7.0% |
70.5 |
0.8% |
79% |
False |
False |
53,246 |
| 100 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
67.5 |
0.8% |
83% |
False |
False |
42,600 |
| 120 |
8,492.0 |
7,655.0 |
837.0 |
10.0% |
58.0 |
0.7% |
86% |
False |
False |
35,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,818.0 |
|
2.618 |
8,656.0 |
|
1.618 |
8,557.0 |
|
1.000 |
8,496.0 |
|
0.618 |
8,458.0 |
|
HIGH |
8,397.0 |
|
0.618 |
8,359.0 |
|
0.500 |
8,347.5 |
|
0.382 |
8,336.0 |
|
LOW |
8,298.0 |
|
0.618 |
8,237.0 |
|
1.000 |
8,199.0 |
|
1.618 |
8,138.0 |
|
2.618 |
8,039.0 |
|
4.250 |
7,877.0 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,364.0 |
8,346.0 |
| PP |
8,355.5 |
8,320.0 |
| S1 |
8,347.5 |
8,294.0 |
|